Hello, I am using consolidator with timedelta(days=1) with ETHUSDT on Binance data with Minute resolution. However, for some reason consolidator bars appear at 19:00 or 20:00 (depending on the summer time I guess), not at 0:00. I tried to fix this with custom consolidator like this:

        # consolidator
        consolidator = TradeBarConsolidator(self.CustomConsolidator)
        consolidator.DataConsolidated += self.OnBar
        algo.SubscriptionManager.AddConsolidator(symbol, consolidator)
    def CustomConsolidator(self, dt):
        period = TIMEFRAME
        if period >= timedelta(days=1):
            start = dt.replace(hour=0, minute=0, second=0)
        return CalendarInfo(start, period)

But it doesn't affect anything (in debugging, it gets dt at 19:00/20:00, replaces start correctly and returns it, however, it doesn't change anything). It seems I am missing something? How do I make the consolidator to consoldiate prices at 0:00?